The specification for a CSV file is not standardized and varies by Regional Settings. In the UK and USA the separator is a comma (,) not a semicolon (;), so if the mendix export to CSV is producing CSV files in only that format, I guess we'll have a problem with it too. I will test and update later.
The only workaround is to manually open Excel, and import the 'CSV' file as a text format which then allows you to identify what the delimiter is.
Update: Yes this is a problem for me too - if you have English UK or USA as Regional settings, the CSV format produced does not work.
Please file this issue as an incident in the Partner Portal. We will try to come up with a solution in our next maintenance release (2.5.2).